A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis
Huijie Yang, Fangcui Zhao, Xizhen Wu, Zhuxia Li, Yizhong Zhuo
Abstract
An analytical formula for the contributions of the trend leftovers in DFA method is presented, based upon which the crossovers in DFA are investigated in detail. This general formula can explain the calculated results with DFA method for some examples in literature very well.
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